CNDX.AS vs. VUSA.AS
Compare and contrast key facts about iShares NASDAQ 100 UCITS ETF (CNDX.AS) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
CNDX.AS and VUSA.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CNDX.AS is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010. VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012. Both CNDX.AS and VUSA.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CNDX.AS or VUSA.AS.
Key characteristics
| CNDX.AS | VUSA.AS | |
|---|---|---|
| YTD Return | 31.05% | 32.35% |
| 1Y Return | 38.08% | 39.24% |
| 3Y Return (Ann) | 12.12% | 12.53% |
| 5Y Return (Ann) | 21.51% | 16.20% |
| 10Y Return (Ann) | 19.66% | 14.66% |
| Sharpe Ratio | 2.17 | 3.11 |
| Sortino Ratio | 2.87 | 4.20 |
| Omega Ratio | 1.40 | 1.64 |
| Calmar Ratio | 2.65 | 4.48 |
| Martin Ratio | 8.89 | 20.05 |
| Ulcer Index | 4.04% | 1.86% |
| Daily Std Dev | 16.50% | 11.91% |
| Max Drawdown | -31.21% | -33.64% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between CNDX.AS and VUSA.AS is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CNDX.AS vs. VUSA.AS - Performance Comparison
The year-to-date returns for both investments are quite close, with CNDX.AS having a 31.05% return and VUSA.AS slightly higher at 32.35%. Over the past 10 years, CNDX.AS has outperformed VUSA.AS with an annualized return of 19.66%, while VUSA.AS has yielded a comparatively lower 14.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CNDX.AS vs. VUSA.AS - Expense Ratio Comparison
CNDX.AS has a 0.36% expense ratio, which is higher than VUSA.AS's 0.07% expense ratio.
Risk-Adjusted Performance
CNDX.AS vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF (CNDX.AS) and Vanguard S&P 500 UCITS ETF (VUSA.AS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
CNDX.AS vs. VUSA.AS - Dividend Comparison
CNDX.AS has not paid dividends to shareholders, while VUSA.AS's dividend yield for the trailing twelve months is around 0.96%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNDX.AS iShares NASDAQ 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.96% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
CNDX.AS vs. VUSA.AS - Drawdown Comparison
The maximum CNDX.AS drawdown since its inception was -31.21%, smaller than the maximum VUSA.AS drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for CNDX.AS and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
CNDX.AS vs. VUSA.AS - Volatility Comparison
iShares NASDAQ 100 UCITS ETF (CNDX.AS) has a higher volatility of 4.62% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.57%. This indicates that CNDX.AS's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.